+279.0%
AG vs BAH
-32.1%
+311.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +4.5% | -4.3% | +8.8% | +4.8% |
| 30D | +12.9% | -4.5% | +17.3% | +13.2% |
| 3M | +20.9% | -7.6% | +28.6% | +21.6% |
| 6M | -19.5% | -10.6% | -8.9% | -18.9% |
| YTD | +24.8% | -12.6% | +37.4% | +25.7% |
| 1Y | +120.2% | -27.0% | +147.2% | +125.5% |
| 3Y | +279.0% | -31.5% | +310.5% | +268.3% |
| All | +279.0% | -32.1% | +311.1% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling